Pages that link to "Item:Q3714848"
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The following pages link to The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans (Q3714848):
Displaying 16 items.
- Discounting axioms imply risk neutrality (Q378764) (← links)
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Recursive smooth ambiguity preferences (Q1017777) (← links)
- Consequentialist foundations for expected utility (Q1103503) (← links)
- Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth (Q1350673) (← links)
- Decomposable choice under uncertainty (Q1581187) (← links)
- Non-market reopening, time-consistent plans and the structure of intertemporal preferences (Q1676645) (← links)
- Recursive utility and optimal growth under uncertainty (Q1906061) (← links)
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem (Q2098984) (← links)
- Reference points and learning (Q2138367) (← links)
- The aggregation of preferences: Can we ignore the past? (Q2429999) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup> (Q4345911) (← links)
- Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
- Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
